11th March 2019 – BN started with a gap up and continues to rally post the announcement of election dates. 28055 being a very strong resistance, BN seemed to hover just below the level, to settle down just below 28000 at day’s close. Heavy addition of OI across CEs (28200 to 28600) and Pes (27600 …
Expected movement with 0.5 SD to 3.5 SD. Do buy equal lots of PE and CE at a suitable distance as a hedge. Use it at your own risk!
Expected movement with 0.5 SD to 3.5 SD. Do buy equal lots of PE and CE at a suitable distance as a hedge. Use it at your own risk!
Expected movement with 0.5 SD to 3.5 SD. Do buy equal lots of PE and CE at a suitable distance as a hedge. Use it at your own risk!
Expected movement with 0.5 SD to 3.5 SD. Do buy equal lots of PE and CE at a suitable distance as a hedge. Use it at your own risk! Join our WhatsApp group now to get live updates about BankNifty BN Option Chain Analysis and more!
How to use this table – Let us take 2.5 Standard deviation. Chances that the options outside this range will expire worthless is 98.7%. Hence 26400 PE/26300 PE and 27200 CE/ 27300 CE. This trade will fetch you 1.34% returns. Do buy equal lots of PE and CE at a suitable distance as a hedge. …
BankNifty BN expected movement with 0.5 SD to 3.5 SD Read More »
2 SD (95%) range shows that it is a good option to write 26300 PE
